convert strategy

March 15th, 2024, 06:38 AM

I would convert a strategy tradingview to ninjascript

March 15th, 2024, 06:54 AM

ilhanDnz

I would convert a strategy tradingview to ninjascript

Hi ilhanDnz, welcome.

Just to clarify your post, are you looking for help to convert a tradingview strategy to ninjascript, or are you offering help to do so?

March 15th, 2024, 07:03 AM

xplorer

Hi ilhanDnz, welcome.

Just to clarify your post, are you looking for help to convert a tradingview strategy to ninjascript, or are you offering help to do so?

I looking for help

March 15th, 2024, 07:15 AM

ilhanDnz

I looking for help

Ok thanks for clarifying.

I am not familiar with TradingView personally, but if you explain exactly what you need help with, perhaps other users can assist.

I understand you want a trandingview strategy converted to ninjascript. Are you able to share the strategy, for example?

Or is it more a case that you want to hire a developer?

March 15th, 2024, 07:32 AM

xplorer

Ok thanks for clarifying.

I am not familiar with TradingView personally, but if you explain exactly what you need help with, perhaps other users can assist.

I understand you want a trandingview strategy converted to ninjascript. Are you able to share the strategy, for example?

Or is it more a case that you want to hire a developer?

just convert it to use it automatically on nt
This is the strategy :

//@version=3
strategy(title = "Open Close Cross Strategy R5.1 revised by JustUncleL", shorttitle = "OCC Strategy R5.1", overlay = true,
pyramiding = 0, default_qty_type = strategy.percent_of_equity, default_qty_value = 10, calc_on_every_tick=false)

// === INPUTS ===
useRes = input(defval = true, title = "Use Alternate Resolution?")
intRes = input(defval = 5, title = "Multiplier for Alernate Resolution")
stratRes = ismonthly? tostring(interval*intRes,"###M") : isweekly? tostring(interval*intRes,"###W") : isdaily? tostring(interval*intRes,"###D") : isintraday ? tostring(interval*intRes,"####") : '60'
basisType = input(defval = "TMA", title = "MA Type: ", options=["SMA", "EMA", "DEMA", "TEMA", "WMA", "VWMA", "SMMA", "HullMA", "LSMA", "ALMA", "SSMA", "TMA"])
basisLen = input(defval = 10, title = "MA Period", minval = 1)
offsetSigma = input(defval = 6, title = "Offset for LSMA / Sigma for ALMA", minval = 0)
offsetALMA = input(defval = 0.85, title = "Offset for ALMA", minval = 0, step = 0.01)
scolor = input(false, title="Show coloured Bars to indicate Trend?")
delayOffset = input(defval = 11, title = "Delay Open/Close MA (Forces Non-Repainting)", minval = 0, step = 1)
tradeType = input("BOTH", title="What trades should be taken : ", options=["LONG", "SHORT", "BOTH", "NONE"])
// === /INPUTS ===

// Constants colours that include fully non-transparent option.
green100 = #008000FF
lime100 = #00FF00FF
red100 = #FF0000FF
blue100 = #0000FFFF
aqua100 = #00FFFFFF
darkred100 = #8B0000FF
gray100 = #808080FF

// === BASE FUNCTIONS ===
// Returns MA input selection variant, default to SMA if blank or typo.
variant(type, src, len, offSig, offALMA) =>
v1 = sma(src, len) // Simple
v2 = ema(src, len) // Exponential
v3 = 2 * v2 - ema(v2, len) // Double Exponential
v4 = 3 * (v2 - ema(v2, len)) + ema(ema(v2, len), len) // Triple Exponential
v5 = wma(src, len) // Weighted
v6 = vwma(src, len) // Volume Weighted
v7 = 0.0
v7 := na(v7[1]) ? sma(src, len) : (v7[1] * (len - 1) + src) / len // Smoothed
v8 = wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len))) // Hull
v9 = linreg(src, len, offSig) // Least Squares
v10 = alma(src, len, offALMA, offSig) // Arnaud Legoux
v11 = sma(v1,len) // Triangular (extreme smooth)
// SuperSmoother filter
// � 2013 John F. Ehlers
a1 = exp(-1.414*3.14159 / len)
b1 = 2*a1*cos(1.414*3.14159 / len)
c2 = b1
c3 = (-a1)*a1
c1 = 1 - c2 - c3
v12 = 0.0
v12 := c1*(src + nz(src[1])) / 2 + c2*nz(v12[1]) + c3*nz(v12[2])
type=="EMA"?v2 : type=="DEMA"?v3 : type=="TEMA"?v4 : type=="WMA"?v5 : type=="VWMA"?v6 : type=="SMMA"?v7 : type=="HullMA"?v8 : type=="LSMA"?v9 : type=="ALMA"?v10 : type=="TMA"?v11: type=="SSMA"?v12: v1

// security wrapper for repeat calls
reso(exp, use, res) => use ? security(tickerid, res, exp, gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on) : exp

// === /BASE FUNCTIONS ===

// === SERIES SETUP ===
closeSeries = variant(basisType, close[delayOffset], basisLen, offsetSigma, offsetALMA)
openSeries = variant(basisType, open[delayOffset], basisLen, offsetSigma, offsetALMA)
// === /SERIES ===

// === PLOTTING ===
// Get Alternate resolution Series if selected.
closeSeriesAlt = reso(closeSeries, useRes, stratRes)
openSeriesAlt = reso(openSeries, useRes, stratRes)
//
trendColour = (closeSeriesAlt > openSeriesAlt) ? green : red
bcolour = (closeSeries > openSeriesAlt) ? lime100 : red100
barcolor(scolor?bcolour:na, title = "Bar Colours")
closeP=plot(closeSeriesAlt, title = "Close Series", color = trendColour, linewidth = 2, style = line, transp = 20)
openP=plot(openSeriesAlt, title = "Open Series", color = trendColour, linewidth = 2, style = line, transp = 20)
fill(closeP,openP,color=trendColour,transp=80)
// === /PLOTTING ===

// === ALERT conditions
xlong = crossover(closeSeriesAlt, openSeriesAlt)
xshort = crossunder(closeSeriesAlt, openSeriesAlt)
longCond = xlong // alternative: longCond[1]? false : (xlong or xlong[1]) and close>closeSeriesAlt and close>=open
shortCond = xshort // alternative: shortCond[1]? false : (xshort or xshort[1]) and close<closeSeriesAlt and close<=open
// === /ALERT conditions.
// === STRATEGY ===
// stop loss
slPoints = input(defval = 147, title = "Initial Stop Loss Points (zero to disable)", minval = 0)
tpPoints = input(defval = 10, title = "Initial Target Profit Points (zero for disable)", minval = 0)
// Include bar limiting algorithm
ebar = input(defval = 90000000, title="Number of Bars for Back Testing", minval=0)
dummy = input(false, title="- SET to ZERO for Daily or Longer Timeframes" )
//
// Calculate how many mars since last bar
tdays = (timenow-time)/60000.0 // number of minutes since last bar
tdays := ismonthly? tdays/1440.0/5.0/4.3/interval : isweekly? tdays/1440.0/5.0/interval : isdaily? tdays/1440.0/interval : tdays/interval // number of bars since last bar
//
//set up exit parameters
TP = tpPoints>0?tpPoints:na
SL = slPoints>0?slPoints:na

isTradingHour = hour >= 1 and hour < 13
// Make sure we are within the bar range, Set up entries and exit conditions
if ((ebar==0 or tdays<=ebar) and tradeType!="NONE")
strategy.entry("long", strategy.long, when=longCond==true and tradeType!="SHORT" and isTradingHour)
strategy.entry("short", strategy.short, when=shortCond==true and tradeType!="LONG" and isTradingHour)
strategy.close("long", when = shortCond==true and tradeType=="LONG")
strategy.close("short", when = longCond==true and tradeType=="SHORT")
strategy.exit("XL", from_entry = "long", profit = TP, loss = SL)
strategy.exit("XS", from_entry = "short", profit = TP, loss = SL)

// === /STRATEGY ===
// eof

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